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EXH7.DE vs. EXH8.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXH7.DE vs. EXH8.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares STOXX Europe 600 Personal & Household Goods UCITS ETF (DE) (EXH7.DE) and iShares STOXX Europe 600 Retail UCITS ETF (DE) (EXH8.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EXH7.DE achieves a -4.04% return, which is significantly lower than EXH8.DE's 2.01% return. Over the past 10 years, EXH7.DE has underperformed EXH8.DE with an annualized return of 5.68%, while EXH8.DE has yielded a comparatively higher 7.40% annualized return.


EXH7.DE

1D
0.39%
1M
3.29%
YTD
-4.04%
6M
-3.15%
1Y
8.56%
3Y*
0.38%
5Y*
1.20%
10Y*
5.68%

EXH8.DE

1D
-1.58%
1M
5.31%
YTD
2.01%
6M
2.72%
1Y
16.11%
3Y*
12.32%
5Y*
2.26%
10Y*
7.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXH7.DE vs. EXH8.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXH7.DE
iShares STOXX Europe 600 Personal & Household Goods UCITS ETF (DE)
-4.04%6.41%3.93%7.55%-10.74%20.45%5.33%31.80%-14.12%12.16%
EXH8.DE
iShares STOXX Europe 600 Retail UCITS ETF (DE)
2.01%13.30%10.53%36.36%-30.85%12.99%9.47%38.24%-10.15%-1.13%

Correlation

The correlation between EXH7.DE and EXH8.DE is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.58

Correlation (3Y)
Calculated over the trailing 3-year period

0.58

Correlation (5Y)
Calculated over the trailing 5-year period

0.65

Correlation (10Y)
Calculated over the trailing 10-year period

0.67

Correlation (All Time)
Calculated using the full available price history since Aug 22, 2006

0.67

The correlation between EXH7.DE and EXH8.DE has been stable across timeframes, ranging from 0.58 to 0.67 - a consistent structural relationship.

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Return for Risk

EXH7.DE vs. EXH8.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EXH7.DE
EXH7.DE Risk / Return Rank: 1616
Overall Rank
EXH7.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
EXH7.DE Sortino Ratio Rank: 1616
Sortino Ratio Rank
EXH7.DE Omega Ratio Rank: 1515
Omega Ratio Rank
EXH7.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
EXH7.DE Martin Ratio Rank: 1414
Martin Ratio Rank

EXH8.DE
EXH8.DE Risk / Return Rank: 2525
Overall Rank
EXH8.DE Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
EXH8.DE Sortino Ratio Rank: 2525
Sortino Ratio Rank
EXH8.DE Omega Ratio Rank: 2424
Omega Ratio Rank
EXH8.DE Calmar Ratio Rank: 2727
Calmar Ratio Rank
EXH8.DE Martin Ratio Rank: 2525
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EXH7.DE vs. EXH8.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 Personal & Household Goods UCITS ETF (DE) (EXH7.DE) and iShares STOXX Europe 600 Retail UCITS ETF (DE) (EXH8.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EXH7.DEEXH8.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.35

Sortino ratioReturn per unit of downside risk

-0.45

Omega ratioGain probability vs. loss probability

1.10

1.16

-0.06

Calmar ratioReturn relative to maximum drawdown

0.54

1.24

-0.70

Martin ratioReturn relative to average drawdown

1.22

3.17

-1.95

EXH7.DE vs. EXH8.DE - Sharpe Ratio Comparison

The current EXH7.DE Sharpe Ratio is 0.50, which is lower than the EXH8.DE Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of EXH7.DE and EXH8.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

EXH7.DE vs. EXH8.DE - Drawdown Comparison

The maximum EXH7.DE drawdown since its inception was -45.49%, smaller than the maximum EXH8.DE drawdown of -52.64%. Use the drawdown chart below to compare losses from any high point for EXH7.DE and EXH8.DE.


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Drawdown Indicators


EXH7.DEEXH8.DEDifference

Max Drawdown

Largest peak-to-trough decline

-45.49%

-52.64%

+7.15%

Max Drawdown (1Y)

Largest decline over 1 year

-15.83%

-12.97%

-2.86%

Max Drawdown (3Y)

Largest decline over 3 years

-17.88%

-19.66%

+1.78%

Max Drawdown (5Y)

Largest decline over 5 years

-22.00%

-48.56%

+26.56%

Max Drawdown (10Y)

Largest decline over 10 years

-29.18%

-48.79%

+19.61%

Current Drawdown

Current decline from peak

-7.38%

-1.58%

-5.80%

Average Drawdown

Average peak-to-trough decline

-8.07%

-16.44%

+8.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.01%

5.07%

+1.94%

Volatility

EXH7.DE vs. EXH8.DE - Volatility Comparison

The current volatility for iShares STOXX Europe 600 Personal & Household Goods UCITS ETF (DE) (EXH7.DE) is 4.97%, while iShares STOXX Europe 600 Retail UCITS ETF (DE) (EXH8.DE) has a volatility of 5.37%. This indicates that EXH7.DE experiences smaller price fluctuations and is considered to be less risky than EXH8.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EXH7.DEEXH8.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.97%

5.37%

-0.40%

Volatility (6M)

Calculated over the trailing 6-month period

14.00%

15.25%

-1.25%

Volatility (1Y)

Calculated over the trailing 1-year period

16.96%

18.90%

-1.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.45%

21.56%

-4.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.73%

19.43%

-2.70%

EXH7.DE vs. EXH8.DE - Expense Ratio Comparison

Both EXH7.DE and EXH8.DE have an expense ratio of 0.46%.


Dividends

EXH7.DE vs. EXH8.DE - Dividend Comparison

EXH7.DE's dividend yield for the trailing twelve months is around 2.58%, more than EXH8.DE's 2.05% yield.


PositionTTM20252024202320222021202020192018201720162015
EXH7.DE
iShares STOXX Europe 600 Personal & Household Goods UCITS ETF (DE)
2.58%2.31%2.35%2.27%2.39%1.76%1.82%2.36%1.96%5.68%2.74%2.79%
EXH8.DE
iShares STOXX Europe 600 Retail UCITS ETF (DE)
2.05%2.18%2.07%2.01%2.79%0.89%1.08%1.81%2.49%2.51%2.48%2.81%

Frequently Asked Questions


EXH7.DE and EXH8.DE have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.46% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

EXH7.DE and EXH8.DE have the same expense ratio: 0.46% per year.

EXH7.DE tracks STOXX® Europe 600 Personal & Household Goods, while EXH8.DE tracks STOXX® Europe 600 Retail.

Portfolio Optimizer

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